Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.0% E[R] SD [R] Johnson & Johnson 7.0% 16.0% Walgreen Company 10.0% 20.0% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return. b. The volatility (standard deviation). a. The expected return The expected return of the portfolio is %. (Round to one decimal place.)